Literally every major game company has created their own marketplace despite Steam existing. So yes: they really do want to create their own marketplaces. If NFT's somehow gain traction in mainstream games, they aren't going to allow things from some random public blockchain, they will force users onto their own. You're delusional if you think they're going to forego that revenue stream because of the one-time investment of creating a market. That's not even a rounding error in their budgets.
Similarly self custody isn't great for all users. It's great that a company can get you back your items if you get hacked.
I just gave some pros and not any cons in my previous post.
I never said that, nor did anyone bring up something like that. Your game system only needs to handle your own items. It's on the developers of wallets and NFT marketplaces (aka not you) on supporting all different kinds of NFTs.
2. There already exist NFTs that take a x% cut and give it to the creator.